A solution method for linear rational expectation models under imperfect information

DOI10.1017/S1365100509990897MaRDI QIDQ2920157zbMATH OpenFDO

Authors Katsuyuki Shibayama

Publication date 24 October 2012

Published in Macroeconomic Dynamics (Search for Journal in Brave)

zbMATH Keywords

imperfect informationlinear rational expectation models

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Economics of information (91B44)

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Cites work

• Solving linear rational expectations models
• System reduction and solution algorithms for singular linear difference systems under rational expectations
• The Solution of Linear Difference Models under Rational Expectations
• Using the generalized Schur form to solve a multivariate linear rational expectations model

Cited in

(6)

• LINEAR-QUADRATIC OPTIMIZATION FOR MODELS WITH RATIONAL EXPECTATIONS
• A generalized approach to indeterminacy in linear rational expectations models
• Invertible and non-invertible information sets in linear rational expectations models
• The forward method as a solution refinement in rational expectations models
• An eigenvalue method of undetermined coefficients for solving linear rational expectations models
• On the Solution of Linear Difference Equations with Rational Expectations

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